public static QotCommon.Security MakeSec(QotCommon.QotMarket market, String code)
{
QotCommon.Security sec = QotCommon.Security.CreateBuilder().SetCode(code)
.SetMarket((int)market)
.Build();
return(sec);
}
internal void RequestContractDetails(QotCommon.QotMarket market, string code)
{
QotGetSecuritySnapshot.Request.Builder reqBuilder = QotGetSecuritySnapshot.Request.CreateBuilder();
QotGetSecuritySnapshot.C2S.Builder csReqBuilder = QotGetSecuritySnapshot.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(code);
stock.SetMarket((int)market);
csReqBuilder.AddSecurityList(stock);
reqBuilder.SetC2S(csReqBuilder);
qot.GetSecuritySnapshot(reqBuilder.Build());
}
internal void CancelMarketData(QotCommon.QotMarket market, string code)
{
QotSub.Request.Builder reqBuilder = QotSub.Request.CreateBuilder();
QotSub.C2S.Builder csReqBuilder = QotSub.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(code);
stock.SetMarket((int)market);
csReqBuilder.AddSecurityList(stock);
csReqBuilder.AddSubTypeList((int)QotCommon.SubType.SubType_Ticker);
csReqBuilder.SetIsSubOrUnSub(false);
csReqBuilder.SetIsRegOrUnRegPush(false);
reqBuilder.SetC2S(csReqBuilder);
uint serialNo = qot.Sub(reqBuilder.Build());
}
internal void RequestHistoricalData(QotCommon.QotMarket market, string code, DateTime beginTime, DateTime endTime, QotCommon.KLType kLType)
{
QotRequestHistoryKL.Request.Builder reqBuilder = QotRequestHistoryKL.Request.CreateBuilder();
QotRequestHistoryKL.C2S.Builder csReqBuilder = QotRequestHistoryKL.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(code);
stock.SetMarket((int)market);
csReqBuilder.Security = stock.Build();
csReqBuilder.KlType = (int)kLType;
csReqBuilder.BeginTime = beginTime.ToString("yyyy-MM-dd");
csReqBuilder.EndTime = endTime.ToString("yyyy-MM-dd");
reqBuilder.SetC2S(csReqBuilder);
qot.RequestHistoryKL(reqBuilder.Build());
}
public void Run(QotCommon.QotMarket market)
{
bool ret = InitConnectQotSync("127.0.0.1", (ushort)11111);
if (ret)
{
Console.WriteLine("qot connected");
}
else
{
Console.WriteLine("fail to connect opend");
return;
}
int[] stockTypes = { (int)QotCommon.SecurityType.SecurityType_Eqty,
(int)QotCommon.SecurityType.SecurityType_Index,
(int)QotCommon.SecurityType.SecurityType_Trust,
(int)QotCommon.SecurityType.SecurityType_Warrant,
(int)QotCommon.SecurityType.SecurityType_Bond };
List <QotCommon.Security> stockCodes = new List <QotCommon.Security>();
foreach (int stockType in stockTypes)
{
QotGetStaticInfo.C2S c2s = QotGetStaticInfo.C2S.CreateBuilder()
.SetMarket((int)market)
.SetSecType(stockType)
.Build();
QotGetStaticInfo.Response rsp = GetStaticInfoSync(c2s);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getStaticInfoSync fail: {0}\n", rsp.RetMsg);
return;
}
foreach (QotCommon.SecurityStaticInfo info in rsp.S2C.StaticInfoListList)
{
stockCodes.Add(info.Basic.Security);
}
}
if (stockCodes.Count == 0)
{
Console.Error.Write("Error market:'{0}' can not get stock info ", market);
return;
}
for (int i = 0; i < stockCodes.Count; i += 200)
{
int count = i + 200 <= stockCodes.Count ? 200 : stockCodes.Count - i;
List <QotCommon.Security> codes = stockCodes.GetRange(i, count);
QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(codes);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err: retType={0} msg={1}\n", rsp.RetType, rsp.RetMsg);
}
else
{
foreach (QotGetSecuritySnapshot.Snapshot snapshot in rsp.S2C.SnapshotListList)
{
Console.WriteLine(snapshot);
}
}
Thread.Sleep(3000);
}
}
void smartSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket,
int volume, TrdCommon.OrderType orderType,
TrdCommon.TrdEnv trdEnv,
ulong accID,
TrdCommon.TrdMarket trdMarket,
String trdPwdMD5)
{
int lotSize = 0;
QotCommon.Security sec = MakeSec(qotMarket, code);
while (true)
{
Thread.Sleep(1000);
if (lotSize == 0)
{
List <QotCommon.Security> secList = new List <QotCommon.Security>();
secList.Add(sec);
QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err; retType={} msg={1}\n", rsp.RetType,
rsp.RetMsg);
return;
}
lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize;
if (lotSize <= 0)
{
Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize);
return;
}
}
int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数
QotSub.Response subRsp = SubSync(new List <QotCommon.Security>()
{
sec
},
new List <QotCommon.SubType>()
{
QotCommon.SubType.SubType_OrderBook
},
true,
false);
if (subRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("subSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg);
return;
}
QotGetOrderBook.Response getOrderBookRsp = GetOrderBookSync(MakeSec(qotMarket, code), 1);
if (getOrderBookRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getOrderBookSync er; retType={0}; msg={1}\n", subRsp.RetType, subRsp.RetMsg);
return;
}
double bid1Price = getOrderBookRsp.S2C.OrderBookBidListList[0].Price;
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetHeader(trdHeader)
.SetPacketID(trd.NextPacketID())
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)orderType)
.SetCode(code)
.SetQty(qty)
.SetPrice(bid1Price)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg);
return;
}
else
{
Console.Write("下单成功: {0}\n", placeOrderRsp.S2C);
}
}
}
void simpleSell(String code, QotCommon.QotMarket qotMarket, TrdCommon.TrdSecMarket secMarket,
double price, int volume, TrdCommon.OrderType orderType,
TrdCommon.TrdEnv trdEnv,
ulong accID,
TrdCommon.TrdMarket trdMarket,
String trdPwdMD5)
{
bool ret = InitConnectQotSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
int lotSize = 0;
QotCommon.Security sec = MakeSec(qotMarket, code);
while (true)
{
Thread.Sleep(1000);
if (lotSize == 0)
{
List <QotCommon.Security> secList = new List <QotCommon.Security>();
secList.Add(sec);
QotGetSecuritySnapshot.Response rsp = GetSecuritySnapshotSync(secList);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getSecuritySnapshotSync err; retType={0} msg={1}\n", rsp.RetType,
rsp.RetMsg);
return;
}
lotSize = rsp.S2C.SnapshotListList[0].Basic.LotSize;
if (lotSize <= 0)
{
Console.Error.Write("invalid lot size; code={0} lotSize={1}\n", code, lotSize);
return;
}
}
int qty = (volume / lotSize) * lotSize; // 将数量调整为整手的股数
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetHeader(trdHeader)
.SetPacketID(trd.NextPacketID())
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)orderType)
.SetCode(code)
.SetQty(qty)
.SetPrice(price)
.SetAdjustPrice(true)
.SetSecMarket((int)secMarket)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
if (placeOrderRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("placeOrderSync err; retType={0} msg={1}\n", placeOrderRsp.RetType, placeOrderRsp.RetMsg);
return;
}
else
{
Console.Write("下单成功: {0}\n", placeOrderRsp.S2C);
}
}
}
